Author:
Hanauer Matthias X.,Jansen Maarten,Swinkels Laurens,Zhou Weili
Subject
Economics and Econometrics,Finance
Reference91 articles.
1. Reports of value’s death may be greatly exaggerated;Arnott;Financial Analysts Journal,2021
2. Momentum in Japan: The exception that proves the rule;Asness;Journal of Portfolio Management,2011
3. The devil in HML’s details;Asness;Journal of Portfolio Management,2013
4. Value and momentum everywhere;Asness;Journal of Finance,2013
5. Market liquidity as a sentiment indicator;Baker;Journal of Financial Markets,2004